+141.4%
KEYS vs LDOS
+30.5%
+110.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +9.4% | -1.6% | +11.0% | +9.6% |
| 30D | -16.8% | +8.2% | -25.0% | -18.2% |
| 3M | -15.9% | -8.2% | -7.7% | -14.8% |
| 6M | -17.6% | +5.8% | -23.4% | -18.8% |
| YTD | +46.5% | -27.0% | +73.5% | +58.9% |
| 1Y | +66.9% | -31.0% | +97.9% | +84.6% |
| 3Y | +141.4% | +29.3% | +112.1% | +136.4% |
| All | +141.4% | +30.5% | +110.9% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling